Sampling from a Log-Concave Distribution with Projected Langevin Monte Carlo.
Sébastien BubeckRonen EldanJoseph LehecPublished in: Discret. Comput. Geom. (2018)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- adaptive sampling
- markov chain
- simulation study
- markovian decision
- monte carlo methods
- particle filter
- probability distribution
- stochastic approximation
- markov chain monte carlo
- structured light
- policy evaluation
- monte carlo tree search
- point processes
- temporal difference
- monte carlo method
- matrix inversion
- gaussian distribution
- parameter estimation
- quasi monte carlo
- computational cost